you could always put "set editing-mode vi" in your ~/.inputrc .. this has the advantage of affecting all programs which use readline, gnuplot, python shell, mysql etc.. I also put

"\e[A": history-search-backward

"\e[B": history-search-forward

in the ~/.inputrc which maps arrow up/down to history search.. more tips here http://vim.wikia.com/wiki/Use_vi_shortcuts_in_terminal

zsh has a better vi-mode than most of the shells I've tried, although I can't say I've made a serious attempt at using fish..

the color syntax highlighting implemented in zsh is much slower than the fish equivalent though, and can be quite laggy ime